+392.9%
PH vs RVMD
+644.5%
-251.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.1% | +1.0% | -4.1% | -3.2% |
| 30D | -3.2% | +6.4% | -9.7% | -4.2% |
| 3M | +10.6% | +34.9% | -24.3% | +5.5% |
| 6M | -2.1% | +107.6% | -109.7% | -13.9% |
| YTD | +10.2% | +163.7% | -153.5% | -7.9% |
| 1Y | +28.2% | +439.2% | -411.0% | -5.4% |
| 3Y | +134.9% | +499.2% | -364.3% | +63.8% |
| 5Y | +253.6% | +621.7% | -368.1% | +123.3% |
| All | +392.9% | +644.5% | -251.6% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling